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person:"Li, Qi"
~isPartOf:"Advances in economics and econometrics ; Vol. 2"
~isPartOf:"Applied economics"
~isPartOf:"Cowles Foundation Discussion Paper"
~person:"Díaz Hernández, Adán"
~person:"Florens, Jean-Pierre"
~person:"Henderson, Daniel J."
~person:"Otsu, Taisuke"
~subject:"Estimation"
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Nichtparametrisches Verfahren
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Li, Qi
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Advances in economics and econometrics ; Vol. 2
Applied economics
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The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
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